Theories for Analysing Innovation and Technology in Emerging Financial Markets: The Case of Algorithmic and High Frequency Trading.
Wendy CurrieJonathan J. M. SeddonRicky CooperBen Van VlietPublished in: AMCIS (2018)
Keyphrases
- high frequency
- financial markets
- low frequency
- stock market
- case study
- market data
- technical indicators
- trading rules
- trading systems
- stock price
- high resolution
- wavelet coefficients
- portfolio selection
- trading strategies
- subband
- wavelet transform
- high frequencies
- data mining
- discrete wavelet transform
- low bit rate coding
- low pass
- risk management
- investment strategies
- high frequency components
- stock data
- exchange rate
- wavelet domain
- image segmentation